-36.0%
SQQQ vs MULL
+444.9%
-480.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.8% | +11.0% | -6.3% |
| 7D | +14.6% | -35.9% | +50.5% | +3.3% |
| 30D | +28.9% | -47.3% | +76.2% | +12.9% |
| 3M | +13.1% | -30.6% | +43.7% | +8.7% |
| 6M | -15.2% | +13.7% | -28.9% | +11.1% |
| YTD | -37.0% | +272.1% | -309.1% | +20.3% |
| 1Y | -36.0% | +475.1% | -511.0% | +46.3% |
| All | -36.0% | +444.9% | -480.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling